- Citigroup (Tampa, FL)
- …and leader. The successful candidate will fill a VP-level role as part of the Wholesale Credit Loss Forecasting Analytics (LFA) Team within the Credit ... as part of local and global initiatives. Responsibilities: + Research, develop, and test wholesale expected credit loss models in line with requirements for… more
- Citigroup (Tampa, FL)
- …expert and leader. As a successful Candidate you will be a part of the Wholesale Credit Loss Forecasting Analytics Team, which is responsible for statistical ... as part of local and global initiatives. Responsibilities: + Research, develop, and test wholesale expected credit loss models in line with requirements for… more
- JPMorgan Chase (New York, NY)
- …efficient fraud detection; (3) to quantify loss reserve and to estimate future credit loss . CCB Risk Modeling is responsible for developing those models ... CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss Forecasting and CIB Data Science.… more
- JPMorgan Chase (Plano, TX)
- …and striving to be best-in-class. As a Quantitative Developer Associate within our Wholesale Credit Quantitative Research Model Implementation Team, you will be ... implement and deliver quantitative models to support the firm's wholesale Credit Stress (CCAR, ICAAP, Risk Appetite,...(CCAR, ICAAP, Risk Appetite, Legal Entity Risk) and Loan Loss Reserve (CECL, IFRS9) models. You will focus on… more
- Truist (Charlotte, NC)
- …and serve as the Subject Matter Expert for CCAR overlays, CECL, ACL updates, credit loss forecasting, and various credit committees. * Provide oversight ... (United States of America) **Please review the following job description:** Manage the credit policy, portfolio management, loss forecast, and overall credit … more
- Citigroup (Irving, TX)
- … (CoC) activities for Consumer Credit businesses, including engaging with Modeling groups, in-business Retail and Wholesale Risk, and Finance partners. + ... Officer is a strategic professional who stays abreast of developments within consumer credit risk and provides oversight (as second line of defense Risk function)… more
- Bank of America (Jersey City, NJ)
- …authorities. + Act as a senior level resource or resident expert on analytic/quantitative modeling techniques used for wholesale credit risk modeling . ... independent review and testing of complex models used for wholesale loss forecasting and allowance. As part...regulations on credit risk, model risk and credit risk modeling methodologies. **Skills:** + Critical… more
- Citigroup (Tampa, FL)
- …report requirement and internal model validation process; Utilizing probability of default, loss given default, and exposure at default modeling to support ... enhance quantitative models for risk capital and stress testing covering wholesale banking book products. Enhance the firm's concentration risk capital measurement… more
- Federal Home Loan Bank of Boston (Boston, MA)
- …and instruments, including mortgage-backed securities, interest rate derivatives, prepayment projection, credit loss models and stress testing . Solid knowledge ... Loan Bank of Boston is a leading provider of wholesale funding for housing and community finance in New...cooperative, we are owned by more than 420 banks, credit unions, insurance companies, and community development financial institutions… more
- Citigroup (Tampa, FL)
- …loss change explains, and sensitivity analysis across all risk pools, including wholesale , counterparty credit risk, retail, and market risk. + Collaborate ... + Excellent product and risk management knowledges across all risk pools including wholesale , retails, counterparty credit and market risk. + Strong change… more